Over parameterisation and optimisation approaches for identification of nonlinear stochastic systems described by Hammerstein-Wiener models

Abstract

This paper proposes two iterative procedures based on over-parameterisation and optimisation approaches for the identification of nonlinear systems which can be described by Hammerstein-Wiener stochastic models. In this case, the dynamic linear part of the considered system is described by ARMAX mathematical model. The static nonlinear block is approximated by polynomial functions. The first procedure is based on a combination of the prediction error method by using the recursive approximated maximum likelihood estimator (RAML), the singular value decomposition (SVD) approach and the fuzzy techniques in order to estimate the parameters of the considered process. As for the second procedure, it includes an appropriate representation named as generalised orthonormal basis filters (GOBF) in order to reduce the complexity of the considered system. The parametric estimation problem is formulated using the recursive extended least squares (RELS) algorithm incorporated with the singular value decomposition (SVD) and fuzzy techniques in order to segregate the coupled parameters and improve the estimation quality. The validity of the developed approaches is proved by considering a nonlinear hydraulic process simulation.